Someone please tell me how to get livesplit over my game while playing & auto split.

There's a toggle for always on top mode found in the layout settings shown here -

All the info you need regarding autosplitting is in the Resources section.

With always on top checked, it's still not over my game.. does sa have to be in windowed mode & if so how do you get it?

someoone please tell me where you can find the mission icons to be inserted in the split.

http://www.speedrun.com/gtasa/resources under Splits category.